1. Copyright © 2010 SAS Institute Inc. All rights reserved. Decision Trees Using SAS Sylvain Tremblay SAS Canada – Education SAS Halifax Regional User Group April 29, 2011

2. 2 Copyright © 2010, SAS Institute Inc. All rights reserved. They come in all shapes and forms

3. 3 Copyright © 2010, SAS Institute Inc. All rights reserved. They come in all shapes and forms

4. 4 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

5. 5 Copyright © 2010, SAS Institute Inc. All rights reserved. A Decision Tree is  A predictive model  A representation of the relationship between a target (dependant variable) and a set of inputs (independant variables)  A supervised learning method  A recursive partitionning algorithm  Also know by the name of algorithms that were commercialized: CART (Classification And Regression Tree) CHAID (CHi-squared Automatic Interaction Detector)

6. 6 Copyright © 2010, SAS Institute Inc. All rights reserved. Simple Prediction Illustration 0.00.50.10.20.30.40.60.70.80.91.0 0.0 0.5 0.1 0.2 0.3 0.4 0.6 0.7 0.8 0.9 1.0 x1x1 x2x2 Predict P(Y=1| X 1, X 2 ) Training Data...

7. 7 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Split Search 0.00.50.10.20.30.40.60.70.80.91.0 0.0 0.5 0.1 0.2 0.3 0.4 0.6 0.7 0.8 0.9 1.0 x1x1 x2x2 0.63 x2x2 <0.63≥0.63 Create a partition rule from the best partition across all inputs....

8. 8 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Prediction Rules 0.00.50.10.20.30.40.60.70.80.91.0 0.0 0.5 0.1 0.2 0.3 0.4 0.6 0.7 0.8 0.9 1.0 x1x1 x2x2 root node interior node leaf node... 1 2 3 4 1 2 3 4

9. 9 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Prediction Rules...

10. 10 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

11. 11 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner Trees can be created manually or automatically

12. 12 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

13. 13 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

14. 14 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

15. 15 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees - Assessment Pruning

16. 16 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees - Pruning manually

17. 17 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner automatically EM Tree Parameters

18. 18 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

19. 19 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS JMP

20. 20 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

21. Copyright © 2010 SAS Institute Inc. All rights reserved. Sylvain.Tremblay@sas.com THANK YOU! Questions?